-27.0%
ETHA vs BROS
+10.5%
-37.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.9% |
| 7D | +3.5% | -5.8% | +9.2% | +5.1% |
| 30D | +35.3% | -14.0% | +49.3% | +40.7% |
| 3M | +50.9% | -32.5% | +83.4% | +65.4% |
| 6M | +22.1% | -14.9% | +37.0% | +23.7% |
| YTD | -14.6% | -28.3% | +13.7% | -9.3% |
| 1Y | -42.8% | -34.0% | -8.8% | -38.2% |
| All | -27.0% | +10.5% | -37.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling